Central limits from generating functions
Probability
2025-02-18 v3
Abstract
Let be a sequence of -valued random variables. Suppose that the generating function where is the characteristic function of , extends to a function on a neighborhood of which is meromorphic in and has no zeroes. We prove that if is twice differentiable, then there exists a constant such that the distribution of converges weakly to a normal distribution as . If , where are i.i.d. random variables, then we recover the classical (LindebergL\'evy) central limit theorem. We also prove the 2020 conjecture of Defant that if is a uniformly random permutation, then the distribution of converges, as , to a normal distribution with variance .
Cite
@article{arxiv.2406.17874,
title = {Central limits from generating functions},
author = {Mitchell Lee},
journal= {arXiv preprint arXiv:2406.17874},
year = {2025}
}
Comments
8 pages